Self-Introduction
Hello! I am Nazgul Zakiyeva, an Assistant Professor at the School of International Liberal Studies (SILS), Waseda University. My research lies at the intersection of statistics and applied mathematics, with a focus on high-dimensional time series analysis. I am particularly interested in modelling and forecasting energy network flows, where accurate predictions are essential for balancing supply and demand across large-scale transmission systems. I approach these challenges by combining advanced statistical methods with practical insights drawn from complex, real-world systems.
Recent Research Interest
My current research centers on the development of high-dimensional network time series models tailored to large-scale energy infrastructures. These models are designed to capture both temporal and structural dependencies within energy transmission networks and to support reliable forecasting under uncertainty. A key goal of this work is to provide robust, interpretable tools for energy systems planning and management.
In earlier projects, I investigated functional time series, dimensionality reduction, and big data analytics, all within the broader scope of modelling complex, high-dimensional systems. My research integrates statistical theory, optimisation, and computation, often extending to applications in energy analytics and beyond. I am particularly interested in methodologies that scale efficiently and adapt to the structural complexity of modern data environments.
Profile
I hold a Ph.D. in Statistics and Applied Probability from National University of Singapore, where my dissertation focused on the development of statistical methods for high-dimensional and functional time series. Prior to joining Waseda University, I was a research fellow at the Zuse Institute Berlin and the Technische Universität Berlin, contributing to projects on statistical modelling and forecasting in energy systems and large-scale networks. I completed my undergraduate studies in Mathematics at Nazarbayev University in 2016.
Currently, I am involved in several international research and publication initiatives focused on high-dimensional network time series modelling. I am strongly committed to interdisciplinary, cross-institutional collaboration, and I actively contribute to advancing statistical science through both theoretical development and practical application. Through my role at Waseda, I also aim to promote global research exchange and contribute to the training of students in data-driven, quantitative thinking.
